Papers › Partially Exchangeable Networks and Architectures for Learning Summary Statistics in...

Partially Exchangeable Networks and Architectures for Learning Summary Statistics in Approximate Bayesian Computation

29 Jan 2019arXiv:1901.10230archive 2025-07-28

Samuel Wiqvist, Pierre-Alexandre Mattei, Umberto Picchini, Jes Frellsen

We present a novel family of deep neural architectures, named partially exchangeable networks (PENs) that leverage probabilistic symmetries. By design, PENs are invariant to block-switch transformations, which characterize the partial exchangeability properties of conditionally Markovian processes. Moreover, we show that any block-switch invariant function has a PEN-like representation. The DeepSets architecture is a special case of PEN and we can therefore also target fully exchangeable data. We employ PENs to learn summary statistics in approximate Bayesian computation (ABC). When comparing PENs to previous deep learning methods for learning summary statistics, our results are highly competitive, both considering time series and static models. Indeed, PENs provide more reliable posterior samples even when using less training data.

PaperPDFCode

In Syntology Open this paper in Syntology's Atlas, the map of the papers in Syntology's graph and their citations.

Code

SamuelWiqvist/PENs-and-ABC officialmentioned in papermentioned on GitHubMIT report

Repository list and official/mentioned flags are the archive's, frozen 2025-07-28. Reachability, where shown, is from one Syntology probe window (2026-09-16 to 2026-09-18); repositories not probed show nothing. GitHub stars are not tracked.

Code Syntology ran Syntology

Not run by Syntology. Nothing on this page verifies that the listed code works.

Tasks

Time SeriesTime Series Analysis

Results from the paper archive 2025-07-28

No leaderboard rows for this paper in the archive.

Report a problem or propose a change · a person checks every report against the paper or source before anything changes; decisions are listed on /corrections